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here is a paper on depression and atheism. The answer is complicated. There are depressed atheists, and there are happy atheists. In general, the authors conclude that atheists tend to be LESS depressed than religious people.

*More important, is if YOU are depressed. Plenty of atheists have had depression. Sometimes it's circumstantial, due to isolation and alienation, or circumstances, or just having a depressed personality. In all of these cases, depression is treatable, through many measures, with or without medication.

SB is right on. Everyone—theist and non-theist—experiences depression. But I'd say it's well documented that religious people experience depression. Just read some of the writings of Mother Theresa, or the writings of John of the Cross, the 16th-century Spanish mystic. But this is the trouble with “depression.” What are we talking about? Are we talking about “the blues,” the feeling of specific/ non-specific sadness or situational emotional distress? Or are we talking about clinical depression, the chemical imbalance in the brain? There was a wonderful program on depression back when “On Being” was called “Speaking of Faith.” That show was a great aid in helping me deal with my own depression, or at least know that I wasn’t alone in the experience. No belief or philosophy is a cure-all or protection from depression.

This is similar in some ways to the notion that GLBT persons are more likely to be depressed, abuse alcohol and drugs, and attempt suicide. While the motives and methodology of the people who claim this may be suspect—what do you expect from a group of people who have been largely marginalized for centuries, often have little support from their families and communities, and hear awful, cruel messages from people about themselves. Non-believers are in the same boat, in a sense. Many of us don’t have a strong community around us, and end up being solitary quixotic warriors in the midst of a sea of aggressive theists.

My understanding is that philosopher Nietzche, who announced infamously "God is Dead", committed suicide. Even since then, the idea of atheists as depressed has stuck around.

Atheism is not a complete ideology, by itself, it answers nothing it simply denies the nonsense that theists believe. It is existencialism.

A more thoroughly explored philosophy can be found in EPICUREANISM and BUDDHISM. These are both humanist philosophies.

This is because these philosophies depart from the premises of existencialist insight and realization, but they then affirm that humans have an inherent drive to find pleasure, to be happy. And then they build philosophically sophisticated methods towards happiness based on insight. And so they do not stay in the place of nihilism, or deny human nature and paradigms.

I would encourage anyone preoccupied with depression, or anyone who recently became an atheist, to study Epicurus' Principal Doctrines and his philosophy in general. It's intellectually very satisfying. Or to study Zen Buddhism and try mindfulness, zazen and other forms of meditation.

I have no statistics, so I'll speak from personal opinion. Quite likely, atheists are neither more nor less likely to suffer the initial descent into depression. The difference vs. theists is what resources one might have to recover from depression. Atheists have two strikes against us: the lack of participation in a cliquish community, and the lack of a crutch purporting that all will be fixed in the "afterlife".

The lack of community is an important problem. Church can be fractious and parishioners may be more concerned about impressing their neighbors with their piety or fancy Sunday clothes, than with making an emotional connection. I don't envy the churchgoers their ritual, but I do wonder whether the church-function can provide a neighborly social outlet. Maybe, maybe not. But if it does, then that would be a possible palliative against depression.

As for fantasizing about the afterlife, well, fantasies can be beneficial. A person who receives a rotten deal in real life might find emotional succor from belief that his heavenly daddy will fix everything after "shuffling off this mortal coil". Perhaps that offers some people substantial solace, but it does not fix the present problem, if one's depression is triggered by a definite physical cause.

Nietzsche contracted syphilis, which led to his insanity and eventual death. "God is dead" meant that the collective illusion of a god-figure as the great source of wisdom and morality is no longer necessary; we have advanced to a higher level of development, where individual rationalization need not be held hostage to collective myth. Nietzsche probably would have condemned suicide as craven surrender. But it is fascinating to speculate how he would have lived and what he would have written had his illness not ravaged and killed him.

I personally take great solace in the realization that most things just don't matter. My own happiness may be contingent upon personal success, attainment of pleasure, seeking and finding good friends and stimulating conversation. But the very smallness of one's personal being is both humbling and liberating. One's own pains are a great burden to oneself, but in the bigger picture, they are small indeed. And similarly, one's private frustrations burden one's psyche, but stepping back allows a kind of luxury of beholding them as also being small. And so, the cause for depression attenuates and withers away, not because one clings to a belief in an afterlife or a some sort of cosmic justice, but because one's personal injustice, however grating presently, ought not to be a cause over which great things move.

Perhaps off topic, but I wouldn't choose to believe in "God" so I could be happier. I would only want choose to believe in "God" if the belief seemed to be the truth. I am an atheist with depression. I don't know if my depression caused my atheism, or if my atheism caused my depression, or if there is no causal link whatsoever. I'd plump for the latter, and say that I harbour a pride at my ability to think for myself, and to not be preached to by some so-called priestly expert, or some supposedly more knowledgeable and better informed theistic layperson.